+1,256.8%
SMH vs MRSH
+477.8%
+779.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | +0.3% | -4.8% | +5.0% | +2.9% |
| 30D | -2.8% | -6.3% | +3.5% | +0.4% |
| 3M | -6.7% | +5.8% | -12.5% | -11.5% |
| 6M | +41.8% | +2.8% | +39.0% | +34.6% |
| YTD | +57.9% | -3.1% | +61.0% | +53.5% |
| 1Y | +87.6% | -11.3% | +98.9% | +90.3% |
| 3Y | +282.9% | -5.0% | +287.9% | +264.6% |
| 5Y | +330.4% | +19.2% | +311.2% | +259.8% |
| 10Y | +1,857.0% | +217.4% | +1,639.6% | +829.6% |
| All | +1,256.8% | +477.8% | +779.0% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MRSH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling